EGLD-USD vs. ETH-USD
EGLD-USD (Elrond) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, EGLD-USD returned -51.97%/yr vs -6.69%/yr for ETH-USD. Their 0.65 correlation means they have sometimes moved together and sometimes differently.
Performance
EGLD-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EGLD-USD achieves a -51.72% return, which is significantly lower than ETH-USD's -37.82% return.
EGLD-USD
- 1D
- 0.75%
- 1M
- 0.75%
- 6M
- -43.67%
- YTD
- -51.72%
- 1Y
- -80.85%
- 3Y*
- -55.97%
- 5Y*
- -51.97%
- 10Y*
- —
- ALL TIME*
- -27.05%
ETH-USD
- 1D
- -0.86%
- 1M
- 8.60%
- 6M
- -24.69%
- YTD
- -37.82%
- 1Y
- -47.09%
- 3Y*
- 0.11%
- 5Y*
- -6.69%
- 10Y*
- 67.39%
- ALL TIME*
- 79.43%
Liquidity Comparison
EGLD-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between EGLD-USD and ETH-USD is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2020 | 0.65 |
The correlation between EGLD-USD and ETH-USD has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
EGLD-USD vs. ETH-USD — Risk / Return Rank
EGLD-USD
ETH-USD
EGLD-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elrond (EGLD-USD) and Ethereum (ETH-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EGLD-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.91 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.70 | -0.25 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.03 | -0.24 |
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Drawdowns
EGLD-USD vs. ETH-USD - Drawdown Comparison
The maximum EGLD-USD drawdown since its inception was -99.49%, which is greater than ETH-USD's maximum drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for EGLD-USD and ETH-USD.
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Drawdown Indicators
| EGLD-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -94.01% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -85.07% | -67.60% | -17.47% |
Max Drawdown (3Y)Largest decline over 3 years | -96.68% | -67.60% | -29.08% |
Max Drawdown (5Y)Largest decline over 5 years | -99.49% | -79.35% | -20.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -99.46% | -61.82% | -37.64% |
Average DrawdownAverage peak-to-trough decline | -78.31% | -51.04% | -27.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.53% | 34.80% | +14.73% |
Volatility
EGLD-USD vs. ETH-USD - Volatility Comparison
Elrond (EGLD-USD) has a higher volatility of 18.40% compared to Ethereum (ETH-USD) at 11.94%. This indicates that EGLD-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLD-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.40% | 11.94% | +6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 49.44% | 44.30% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.88% | 54.89% | +11.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.47% | 58.51% | +15.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.98% | 76.22% | +8.76% |
Frequently Asked Questions
EGLD-USD and ETH-USD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGLD-USD has higher volatility (18.40%) compared to ETH-USD (11.94%). In terms of maximum drawdown, EGLD-USD dropped -99.49% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.72 vs -1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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